Order Book Python Packages

ordersim

Inspectable execution simulator for order-book replay and latency-aware fill simulation

tendquant

快速获取A股全市场5000+股票实时行情，场内ETF基金行情，以及免费获取多个指数行情。免费A股行情，股票行情数据，量化，量化交易，全市场行情，level1行情，股票行情快照，python量化交易，股票行情快照，免费指数行情，成交明细，五档盘口数据

meatpy

MeatPy

avellaneda-stoikov

A rigorous Avellaneda–Stoikov optimal market-making solver (PDE value function + adverse selection).

flowex

Real-time multi-exchange crypto market data in Python - WebSocket streaming, order book metrics, and per-symbol actor workers for Binance, Bybit, and Bitget.

tianguix

Tianguix is a "marketplace in a box"- a one-stop shop for all the essential infrastructure needed to create a marketplace.